Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus /
Yang, Zhaojun.
Ewald, Christian-Oliver.
Menkens, Olaf.
University of St. Andrews.Centre for Research into Industry, Enterprise, Finance and the Firm.
St. Andrews : CRIEF,
2009.
Includes bibliographical references.
Options (Finance)
Hedging (Finance)
Malliavin calculus.